CLI aren't faster, at all. They are plainly more powerful for any given task that do not require visual aid, which has the side effect of sometimes being faster. For example, working on a RPGMaker game I need to create a tileset from multiple individual images. For that purpose I can use one line in a terminal to ask a software to collate all images contained in a folder into one, that same task would be longer and a lot more painful if I were to use a graphical tool.
CLI as a user interface are unintuitively easy to use, requires a mental map of the task you want to accomplish and a proper understanding of the different available tools. That being said, your mouse driven interface also requires a mental map and accomplish much of the same. Different interfaces for the same outcome. One isn't better than the other, they're just different. CLI people rarely do use their mouses though, everything is driven by the keyboard. So much so that, in the various README and configuration files, they condensed the representation of those keyboard shortcuts to glyph-like symbols hard to understand for the neophyte. Example from emacs, a text editor, that has a keyboard driven interface: https://www.gnu.org/software/emacs/manual/html_node/emacs/Keys.html#Keys ; they explain the C-x thing in the previous chapter about user input (C means control, which is the CTRL key).